CronoSeries  0.1.*
A fork of Cronos with a focus on being a Time Series class library.
Public Member Functions | List of all members
CronoSeries.TimeSeries.Miscellaneous.DiscreteFourierTransform Class Reference

Public Member Functions

Matrix< double > DFT (Matrix< double > data, int offset, int skip)
 computes DFT of the time series data, if length is a power of 2, using FFT, otherwise by successively dividing n by (2,3,5 or 7) More...
 
Matrix< double > IDFT (Matrix< double > data)
 computes inverse DFT, also using fast factoring algorithm (=FFT if length is a power of 2) More...
 

Member Function Documentation

◆ DFT()

Matrix<double> CronoSeries.TimeSeries.Miscellaneous.DiscreteFourierTransform.DFT ( Matrix< double >  data,
int  offset,
int  skip 
)
inline

computes DFT of the time series data, if length is a power of 2, using FFT, otherwise by successively dividing n by (2,3,5 or 7)

Parameters
datavector of values to be DFT'd
Returns
2 column matrix: 1st col = real part, 2nd col = imag part
Parameters
offsettypically 0
skiptypically 1

◆ IDFT()

Matrix<double> CronoSeries.TimeSeries.Miscellaneous.DiscreteFourierTransform.IDFT ( Matrix< double >  data)
inline

computes inverse DFT, also using fast factoring algorithm (=FFT if length is a power of 2)

Parameters
data
Returns

The documentation for this class was generated from the following file: